Packed symetric matrix class. More...

#include <matrix-common.h>

Inheritance diagram for TpMatrix< Real >:

Collaboration diagram for TpMatrix< Real >:

Public Member Functions
	TpMatrix ()

	TpMatrix (MatrixIndexT r, MatrixResizeType resize_type=kSetZero)

	TpMatrix (const TpMatrix< Real > &orig)

	TpMatrix (const CuTpMatrix< Real > &cu)
	Copy constructor from CUDA TpMatrix This is defined in ../cudamatrix/cu-tp-matrix.cc. More...

template<typename OtherReal >
	TpMatrix (const TpMatrix< OtherReal > &orig)

Real	operator() (MatrixIndexT r, MatrixIndexT c) const

Real &	operator() (MatrixIndexT r, MatrixIndexT c)

void	Cholesky (const SpMatrix< Real > &orig)

void	Invert ()

void	InvertDouble ()

void	Swap (TpMatrix< Real > *other)
	Shallow swap. More...

Real	Determinant ()
	Returns the determinant of the matrix (product of diagonals) More...

void	CopyFromMat (const MatrixBase< Real > &M, MatrixTransposeType Trans=kNoTrans)
	CopyFromMat copies the lower triangle of M into *this (or the upper triangle, if Trans == kTrans). More...

void	CopyFromMat (const CuTpMatrix< Real > &other)
	This is implemented in ../cudamatrix/cu-tp-matrix.cc. More...

void	CopyFromTp (const TpMatrix< Real > &other)
	CopyFromTp copies another triangular matrix into this one. More...

template<typename OtherReal >
void	CopyFromTp (const TpMatrix< OtherReal > &other)

void	AddTp (const Real alpha, const TpMatrix< Real > &M)
	AddTp does this += alpha M. More...

TpMatrix< Real > &	operator= (const TpMatrix< Real > &other)

void	Resize (MatrixIndexT nRows, MatrixResizeType resize_type=kSetZero)

Public Member Functions inherited from PackedMatrix< Real >
	PackedMatrix ()

	PackedMatrix (MatrixIndexT r, MatrixResizeType resize_type=kSetZero)

	PackedMatrix (const PackedMatrix< Real > &orig)

template<typename OtherReal >
	PackedMatrix (const PackedMatrix< OtherReal > &orig)

void	SetZero ()

void	SetUnit ()
	< Set to zero More...

void	SetRandn ()
	< Set to unit matrix. More...

Real	Trace () const
	< Set to random values of a normal distribution More...

PackedMatrix< Real > &	operator= (const PackedMatrix< Real > &other)

	~PackedMatrix ()

void	Resize (MatrixIndexT nRows, MatrixResizeType resize_type=kSetZero)
	Set packed matrix to a specified size (can be zero). More...

void	AddToDiag (const Real r)

void	ScaleDiag (const Real alpha)

void	SetDiag (const Real alpha)

template<typename OtherReal >
void	CopyFromPacked (const PackedMatrix< OtherReal > &orig)

template<typename OtherReal >
void	CopyFromVec (const SubVector< OtherReal > &orig)
	CopyFromVec just interprets the vector as having the same layout as the packed matrix. More...

Real *	Data ()

const Real *	Data () const

MatrixIndexT	NumRows () const

MatrixIndexT	NumCols () const

size_t	SizeInBytes () const

Real	operator() (MatrixIndexT r, MatrixIndexT c) const

Real &	operator() (MatrixIndexT r, MatrixIndexT c)

Real	Max () const

Real	Min () const

void	Scale (Real c)

void	Read (std::istream &in, bool binary, bool add=false)

void	Write (std::ostream &out, bool binary) const

void	Destroy ()

void	Swap (PackedMatrix< Real > *other)
	Swaps the contents of this and other. Shallow swap. More...

void	Swap (Matrix< Real > *other)

Friends
class	CuTpMatrix< float >

class	CuTpMatrix< double >

Additional Inherited Members
Protected Member Functions inherited from PackedMatrix< Real >
void	AddPacked (const Real alpha, const PackedMatrix< Real > &M)

Protected Attributes inherited from PackedMatrix< Real >
Real *	data_

MatrixIndexT	num_rows_

Detailed Description

template<typename Real>
class kaldi::TpMatrix< Real >

Packed symetric matrix class.

Definition at line 63 of file matrix-common.h.

Constructor & Destructor Documentation

◆ TpMatrix() [1/5]

TpMatrix ( )

inline

Definition at line 40 of file tp-matrix.h.

Referenced by TpMatrix< float >::TpMatrix().

40 : PackedMatrix<Real>() {}

◆ TpMatrix() [2/5]

TpMatrix	(	MatrixIndexT	r,
		MatrixResizeType	resize_type = `kSetZero`
	)

inlineexplicit

Definition at line 41 of file tp-matrix.h.

42 : PackedMatrix<Real>(r, resize_type) {}

◆ TpMatrix() [3/5]

TpMatrix ( const TpMatrix< Real > & orig )

inline

Definition at line 43 of file tp-matrix.h.

43 : PackedMatrix<Real>(orig) {}

◆ TpMatrix() [4/5]

TpMatrix ( const CuTpMatrix< Real > & cu )

explicit

Copy constructor from CUDA TpMatrix This is defined in ../cudamatrix/cu-tp-matrix.cc.

Definition at line 114 of file cu-tp-matrix.cc.

                                                    {
   this->Resize(cu.NumRows());
   this->CopyFromMat(cu);
 }

◆ TpMatrix() [5/5]

TpMatrix ( const TpMatrix< OtherReal > & orig )

inlineexplicit

Definition at line 50 of file tp-matrix.h.

51 : PackedMatrix<Real>(orig) {}

Member Function Documentation

◆ AddTp()

void AddTp	(	const Real	alpha,
		const TpMatrix< Real > &	M
	)

inline

AddTp does *this += alpha * M.

Definition at line 113 of file tp-matrix.h.

                                                         {
     this->AddPacked(alpha, M);
   }

◆ Cholesky()

void Cholesky ( const SpMatrix< Real > & orig )

Definition at line 88 of file tp-matrix.cc.

Referenced by SpMatrix< float >::ApplyFloor(), CuMatrixBase< float >::Cholesky(), kaldi::CholeskyUnitTestTr(), IvectorExtractorStats::CommitStatsForW(), Fmpe::ComputeC(), kaldi::ComputeFeatureNormalizingTransform(), AmSgmm2::ComputeFmllrPreXform(), Sgmm2Project::ComputeLdaTransform(), kaldi::ComputeNormalizingTransform(), LdaEstimate::Estimate(), BasisFmllrEstimate::EstimateFmllrBasis(), FeatureTransformEstimate::EstimateInternal(), SpMatrix< float >::IsPosDef(), SpMatrix< float >::LogPosDefDet(), main(), TpMatrix< float >::operator()(), FullGmm::Perturb(), CompressedAffineXformStats::PrepareOneG(), rand_posdef_spmatrix(), kaldi::unittest::RandPosdefSpMatrix(), RandPosdefSpMatrix(), kaldi::RandPosdefSpMatrix(), MleAmSgmm2Updater::RenormalizeV(), OnlineNaturalGradient::ReorthogonalizeRt1(), OnlinePreconditioner::ReorthogonalizeXt1(), kaldi::SolveDoubleQuadraticMatrixProblem(), FullGmm::Split(), CuMatrixBase< float >::SymInvertPosDef(), kaldi::UnitTestCuTpMatrixCholesky(), kaldi::UnitTestPldaEstimation(), and PldaUnsupervisedAdaptor::UpdatePlda().

                                                         {
   KALDI_ASSERT(orig.NumRows() == this->NumRows());
   MatrixIndexT n = this->NumRows();
   this->SetZero();
   Real *data = this->data_, *jdata = data;  // start of j'th row of matrix.
   const Real *orig_jdata = orig.Data(); // start of j'th row of matrix.
   for (MatrixIndexT j = 0; j < n; j++, jdata += j, orig_jdata += j) {
     Real *kdata = data; // start of k'th row of matrix.
     Real d(0.0);
     for (MatrixIndexT k = 0; k < j; k++, kdata += k) {
       Real s = cblas_Xdot(k, kdata, 1, jdata, 1);
       // (*this)(j, k) = s = (orig(j, k) - s)/(*this)(k, k);
       jdata[k] = s = (orig_jdata[k] - s)/kdata[k];
       d = d + s*s;
     }
     // d = orig(j, j) - d;
     d = orig_jdata[j] - d;
 
     if (d >= 0.0) {
       // (*this)(j, j) = std::sqrt(d);
       jdata[j] = std::sqrt(d);
     } else {
       KALDI_ERR << "Cholesky decomposition failed. Maybe matrix "
           "is not positive definite.";
     }
   }
 }

◆ CopyFromMat() [1/2]

void CopyFromMat	(	const MatrixBase< Real > &	M,
		MatrixTransposeType	Trans = `kNoTrans`
	)

CopyFromMat copies the lower triangle of M into *this (or the upper triangle, if Trans == kTrans).

Definition at line 117 of file tp-matrix.cc.

Referenced by TpMatrix< float >::CopyFromMat(), TpMatrix< float >::InvertDouble(), kaldi::UnitTestCuTpMatrixCopyFromMat(), and kaldi::UnitTestSymAddMat2().

                                                             {
   if (Trans == kNoTrans) {
     KALDI_ASSERT(this->NumRows() == M.NumRows() && M.NumRows() == M.NumCols());
     MatrixIndexT D = this->NumRows();
     const Real *in_i = M.Data();
     MatrixIndexT stride = M.Stride();
     Real *out_i = this->data_;
     for (MatrixIndexT i = 0; i < D; i++, in_i += stride, out_i += i)
       for (MatrixIndexT j = 0; j <= i; j++)
         out_i[j] = in_i[j];
   } else {
     KALDI_ASSERT(this->NumRows() == M.NumRows() && M.NumRows() == M.NumCols());
     MatrixIndexT D = this->NumRows();
     const Real *in_i = M.Data();
     MatrixIndexT stride = M.Stride();
     Real *out_i = this->data_;
     for (MatrixIndexT i = 0; i < D; i++, in_i++, out_i += i) {
       for (MatrixIndexT j = 0; j <= i; j++)
         out_i[j] = in_i[stride*j];
     }
   }
 }

◆ CopyFromMat() [2/2]

void CopyFromMat ( const CuTpMatrix< Real > & other )

This is implemented in ../cudamatrix/cu-tp-matrix.cc.

Definition at line 122 of file cu-tp-matrix.cc.

                                                               {
   other.CopyToPacked(this);
 }

◆ CopyFromTp() [1/2]

void CopyFromTp ( const TpMatrix< Real > & other )

inline

CopyFromTp copies another triangular matrix into this one.

Definition at line 104 of file tp-matrix.h.

Referenced by FeatureTransformEstimate::EstimateInternal(), and kaldi::UnitTestTpInvert().

                                                {
     PackedMatrix<Real>::CopyFromPacked(other);
   }

◆ CopyFromTp() [2/2]

void CopyFromTp ( const TpMatrix< OtherReal > & other )

inline

Definition at line 108 of file tp-matrix.h.

                                                                                  {
     PackedMatrix<Real>::CopyFromPacked(other);
   }

◆ Determinant()

Real Determinant ( )

Returns the determinant of the matrix (product of diagonals)

Definition at line 71 of file tp-matrix.cc.

Referenced by TpMatrix< float >::InvertDouble().

                                  {
   double   det = 1.0;
   for (MatrixIndexT i = 0; i<this->NumRows(); i++) {
     det *= (*this)(i, i);
   }
   return static_cast<Real>(det);
 }

◆ Invert()

void Invert ( )

Definition at line 31 of file tp-matrix.cc.

Referenced by SpMatrix< float >::ApplyFloor(), CuMatrixBase< float >::Cholesky(), kaldi::CholeskyUnitTestTr(), Sgmm2Project::ComputeLdaTransform(), kaldi::ComputeNormalizingTransform(), TpMatrix< float >::Invert(), TpMatrix< float >::InvertDouble(), main(), TpMatrix< float >::operator()(), MleAmSgmm2Updater::RenormalizeV(), OnlineNaturalGradient::ReorthogonalizeRt1(), OnlinePreconditioner::ReorthogonalizeXt1(), kaldi::SolveDoubleQuadraticMatrixProblem(), kaldi::UnitTestPldaEstimation(), kaldi::UnitTestTpInvert(), and PldaUnsupervisedAdaptor::UpdatePlda().

                             {
   // these are CLAPACK types
   KaldiBlasInt result;
   KaldiBlasInt rows = static_cast<int>(this->num_rows_);
 
   // clapack call
   // NOTE: Even though "U" is for upper, lapack assumes column-wise storage
   // of the data. We have a row-wise storage, therefore, we need to "invert"
   clapack_Xtptri(&rows, this->data_, &result);
 
   if (result < 0) {
     KALDI_ERR << "Call to CLAPACK stptri_ function failed";
   } else if (result > 0) {
     KALDI_ERR << "Matrix is singular";
   }
 }

◆ InvertDouble()

void InvertDouble ( )

inline

Definition at line 83 of file tp-matrix.h.

Referenced by kaldi::ComputeFeatureNormalizingTransform(), AmSgmm2::ComputeFmllrPreXform(), and BasisFmllrEstimate::EstimateFmllrBasis().

                       {
     TpMatrix<double> dmat(*this);
     dmat.Invert();
     (*this).CopyFromTp(dmat);
   }

◆ operator()() [1/2]

Real operator()	(	MatrixIndexT	r,
		MatrixIndexT	c
	)		const

inline

Definition at line 53 of file tp-matrix.h.

                                                          {
     if (static_cast<UnsignedMatrixIndexT>(c) >
         static_cast<UnsignedMatrixIndexT>(r)) {
       KALDI_ASSERT(static_cast<UnsignedMatrixIndexT>(c) <
                    static_cast<UnsignedMatrixIndexT>(this->num_rows_));
       return 0;
     }
     KALDI_ASSERT(static_cast<UnsignedMatrixIndexT>(r) <
                  static_cast<UnsignedMatrixIndexT>(this->num_rows_));
     // c<=r now so don't have to check c.
     return *(this->data_ + (r*(r+1)) / 2 + c);
     // Duplicating code from PackedMatrix.h
   }

◆ operator()() [2/2]

Real& operator()	(	MatrixIndexT	r,
		MatrixIndexT	c
	)

inline

Definition at line 67 of file tp-matrix.h.

                                                     {
     KALDI_ASSERT(static_cast<UnsignedMatrixIndexT>(r) <
                  static_cast<UnsignedMatrixIndexT>(this->num_rows_));
     KALDI_ASSERT(static_cast<UnsignedMatrixIndexT>(c) <=
                  static_cast<UnsignedMatrixIndexT>(r) &&
                  "you cannot access the upper triangle of TpMatrix using "
                  "a non-const matrix object.");
     return *(this->data_ + (r*(r+1)) / 2 + c);
     // Duplicating code from PackedMatrix.h
   }

◆ operator=()

TpMatrix<Real>& operator= ( const TpMatrix< Real > & other )

inline

Definition at line 117 of file tp-matrix.h.

                                                          {
     PackedMatrix<Real>::operator=(other);
     return *this;
   }

◆ Resize()

void Resize	(	MatrixIndexT	nRows,
		MatrixResizeType	resize_type = `kSetZero`
	)

inline

Definition at line 124 of file tp-matrix.h.

Referenced by FeatureTransformEstimate::EstimateInternal().

                                                                            {
     PackedMatrix<Real>::Resize(nRows, resize_type);
   }

◆ Swap()

void Swap ( TpMatrix< Real > * other )

Shallow swap.

Definition at line 81 of file tp-matrix.cc.

Referenced by TpMatrix< float >::InvertDouble().

                                                {
   std::swap(this->data_, other->data_);
   std::swap(this->num_rows_, other->num_rows_);
 }

Friends And Related Function Documentation

◆ CuTpMatrix< double >

friend class CuTpMatrix< double >

friend

Definition at line 38 of file tp-matrix.h.

◆ CuTpMatrix< float >

friend class CuTpMatrix< float >

friend

Definition at line 37 of file tp-matrix.h.

The documentation for this class was generated from the following files:

matrix/matrix-common.h
matrix/tp-matrix.h
matrix/tp-matrix.cc
cudamatrix/cu-tp-matrix.cc

Public Member Functions

Friends

Additional Inherited Members

Detailed Description

template<typename Real> class kaldi::TpMatrix< Real >

Constructor & Destructor Documentation

◆ TpMatrix() [1/5]

◆ TpMatrix() [2/5]

◆ TpMatrix() [3/5]

◆ TpMatrix() [4/5]

◆ TpMatrix() [5/5]

Member Function Documentation

◆ AddTp()

◆ Cholesky()

◆ CopyFromMat() [1/2]

◆ CopyFromMat() [2/2]

◆ CopyFromTp() [1/2]

◆ CopyFromTp() [2/2]

◆ Determinant()

◆ Invert()

◆ InvertDouble()

◆ operator()() [1/2]

◆ operator()() [2/2]

◆ operator=()

◆ Resize()

◆ Swap()

Friends And Related Function Documentation

◆ CuTpMatrix< double >

◆ CuTpMatrix< float >

template<typename Real>
class kaldi::TpMatrix< Real >